A Canadian woman was recently stopped and threatened with a fine at the US border for Possession of a Kinder Egg. Apparently these candies are considered a choking hazard to American children (but not children in the rest of the world).
The FDA prohibits import of food "containing non-nutritive components such as small plastic toys or objects which may be partially or completely embedded in the food product." Children under 3 are at risk for choking on the toys inside the egg, and therefore no one over 3 can enjoy a Kinder Egg in the safety of their own home. Granted, children under 3 will put just about anything in their mouths, but that's why their adults should read warning labels. It is not possible to make the world completely safe for people who will put anything into their mouths; it's a parent's job to keep tiny toys away from their kids until the gobbling stage passes.
As modeled here by Genuine Canadian Step Children™, the toy inside a Kinder Egg isn't something you would ever find in your mouth by accident. The thin chocolate shell splits in half. Inside is a not-very-easy-to-open small plastic capsule, and inside that is a toy and a paper set of directions. Like any other small toy, keep out of reach of tiny children.